+14.2%
LMT vs TXG
+453.6%
-439.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.0% |
| 7D | -0.2% | +9.5% | -9.7% | 0.0% |
| 30D | -13.1% | +18.8% | -31.8% | -12.6% |
| 3M | -3.9% | +136.1% | -140.0% | -2.0% |
| 6M | -18.3% | +235.2% | -253.5% | -16.1% |
| YTD | +10.3% | +320.5% | -310.2% | +14.1% |
| 1Y | +14.2% | +425.2% | -411.0% | +18.3% |
| All | +14.2% | +453.6% | -439.4% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling